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Status: Please note you should read all Brexit changes to the FCA Handbook and BTS alongside the main FCA transitional directions. Where these directions apply the 'standstill', firms have the choice between complying with the pre-IP completion day rules, or the post-IP completion day rules. To see a full list of Handbook modules affected, please see Annex B to the main FCA transitional directions.

ANNEX XIII

Investor report template – Asset backed commercial paper securitisation

FIELD CODE

FIELD NAME

FORMAT

Programme information section

IVAS1

Unique Identifier - ABCP Programme

{ALPHANUM-28}

IVAS2

Data Cut-Off Date

{DATEFORMAT}

IVAS3

Reporting Entity Name

{ALPHANUM-100}

IVAS4

Reporting Entity Contact Person

{ALPHANUM-256}

IVAS5

Reporting Entity Contact Telephone

{TELEPHONE}

IVAS6

Reporting Entity Contact Emails

{ALPHANUM-256}

IVAS7

Trigger Measurements/Ratios

{Y/N}

IVAS8

Non-Compliant Exposures

{MONETARY}

IVAS9

Weighted Average Life

{INTEGER-9999}

IVAS10

Risk Retention Method

{LIST}

IVAS11

Risk Retention Holder

{LIST}

Transaction information section

IVAN1

Unique Identifier - ABCP Programme

{ALPHANUM-28}

IVAN2

Unique Identifier -€” ABCP Transaction

{ALPHANUM-36}

IVAN3

Data Cut-Off Date

{DATEFORMAT}

IVAN4

SIC Industry Code

{SIC}

IVAN5

Risk Retention Method

{LIST}

IVAN6

Risk Retention Holder

{LIST}

IVAN7

Weighted Average Life

{INTEGER-9999}

Tests/Events/Triggers information section

IVAR1

Unique Identifier -€” ABCP Transaction

{ALPHANUM-36}

IVAR2

Original Test/Event/Trigger Identifier

{ALPHANUM-1000}

IVAR3

New Test/Event/Trigger Identifier

{ALPHANUM-1000}

IVAR4

Description

{ALPHANUM-100000}

IVAR5

Status

{Y/N}

IVAR6

Consequence for Breach

{LIST}